If I'm recalling correctly, a man takes a vacation by putting his consciousness into a horse or dog brain (I think), and he loves it so much—specifically, the freedom that animals' simplistic consciousness grants—that he keeps going back into that animal's brain. By the end of the story, though, the man has become so simple-minded that he can't remember he used to be a human, so he can't recall how to exit this animal brain.
This story has haunted me for decades, but I can't remember the author/title/collection!